A new Song of Ice and Fire fan, here.
I started reading Game of Thrones back in September, and finished it in two weeks. It's rare for me to maintain interest in long-running fantasy series (Yes, I'm looking at you, Wheel of Time.), but I'm positive that I'll be able to make it all the way through this one, assuming Martin ever finishes writing it. One of my biggest pet peeves is the introduction of new POV characters with each book. After the first book, I got so involved in reading about all of the Starks and Lannisters, so it got a little annoying having to keep up with more. I've gotten a little used to it, especially since I've grown to like some of those characters, like Brienne and Sam.
Somebody earlier in the thread mentioned how some characters are a little bland, but are put into really exciting scenarios. I have to agree with that. The two characters this applies to for me are Danerys and Jon, which was why I was disappointed about their absences in Feast for Crows. Sansa didn't do much for me, either. But after reading about everything she went through, it sort of makes up for her blandness for me.
As for my favorite characters: Arya, Tyrion (Yeah, I know: Big shocker…), Brienne, and Sam.